Liquidity and volatility commonality in the Canadian stock market
Crossref DOI link: https://doi.org/10.1186/s40929-017-0016-9
Published Online: 2017-10-11
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gold, Nathan http://orcid.org/0000-0002-0307-7957
Wang, Qiming
Cao, Melanie
Huang, Huaxiong
Funding for this research was provided by:
Natural Sciences and Engineering Research Council of Canada (CA)
License valid from 2017-10-11